Turquoise MiFID II files

Turquoise MiFID II Files

All information regarding MiFID II is available below in CSV format: 

•  MiFID II Market Maker Obligations and Market Maker List: Daily File
•  *List of Turquoise instruments impacted by MiFID/MIFIR Volume Cap Mechanism
   (Last Updated 08 April 2020): File
•  ESMA’s Annual Transparency Calculations for equity and equity-like instruments
   (Last updated 26 March 2020): File 

*Note: this list contains the Start and End Date for all Turquoise instruments subject to the six-month suspension of the Reference Price Waiver ('RPW')

Turquoise RTS 27 reports on execution quality can be found here:

Turquoise Best Execution – RTS 27

Turquoise SwapMatch™ Best Execution